Quantitative Developer - High-Frequency Trading Quantitative Developer - High-Frequency Trading …

Selby Jennings QRF
in New York, NY
Permanent, Full time
Last application, 24 Nov 20
Negotiable
Selby Jennings QRF
in New York, NY
Permanent, Full time
Last application, 24 Nov 20
Negotiable
Selby Jennings QRF
My client, a leading high-frequency trading firm, are looking for a low-latency quantitative developer to join their extremely successful trading team.

The role responsibilities:

  • Working with large trading data sets
  • Collaborate with other developers, researchers and quant traders to improve existing strategies
  • Conduct research and development applying new algorithms for deployment
  • Working on one of the most sophisticated trading platforms and designing and developing cutting-edge systems, in a latency-sensitive capacity

You will need:

  • 5 years+ experience in C++ (and Python preferably but not essential)
  • Experience working on low-latency trading systems
  • Have professional experience within a Quantitative Finance function
  • PhD or grad degree in Computer Science, Machine Learning, Statistics or any other Quantitative disciple
  • Attended a top university
  • Extremely strong analytical and programming ability
Selby Jennings QRF logo
More Jobs Like This
See more jobs
Close
Loading...
Loading...